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<table width="100%" summary="page for Option {RQuantLib}"><tr><td>Option {RQuantLib}</td><td align="right">R Documentation</td></tr></table>
<h2>Base class for option price evalution</h2>


<h3>Description</h3>

<p>
This class forms the basis from which the more specific classes are
derived.
</p>


<h3>Usage</h3>

<pre>
## S3 method for class 'Option':
print
## S3 method for class 'Option':
plot
## S3 method for class 'Option':
summary
</pre>


<h3>Arguments</h3>

<table summary="R argblock">
<tr valign="top"><td><code>Option</code></td>
<td>
Any option object derived from this base class</td></tr>
</table>

<h3>Details</h3>

<p>
Please see any decent Finance textbook for background reading, and the
<code>QuantLib</code> documentation for details on the <code>QuantLib</code>
implementation.
</p>


<h3>Value</h3>

<p>
None, but side effects of displaying content.</p>

<h3>Note</h3>

<p>
The interface might change in future release as <code>QuantLib</code>
stabilises its own API.
</p>


<h3>Author(s)</h3>

<p>
Dirk Eddelbuettel <a href="mailto:edd@debian.org">edd@debian.org</a> for the <font face="Courier New,Courier" color="#666666"><b>R</b></font> interface;
the QuantLib Group for <code>QuantLib</code>
</p>


<h3>References</h3>

<p>
<a href="http://quantlib.org">http://quantlib.org</a> for details on <code>QuantLib</code>.
</p>


<h3>See Also</h3>

<p>
<code><a href="AmericanOption.html">AmericanOption</a></code>,<code><a href="EuropeanOption.html">EuropeanOption</a></code>,
<code><a href="BinaryOption.html">BinaryOption</a></code>
</p>


<h3>Examples</h3>

<pre>
EO&lt;-EuropeanOption("call", strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5)
print(EO)
summary(EO)
</pre>



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